影响因子：0.863
DOI码：10.1080/03610920802549910
发表刊物：Communications in Statistics - Theory and Methods
关键字：CUSUM; Generalized linear model; MOSUM; Structural changes; Weighted residuals
摘要：In this article, we introduce two monitoring schemes to (sequentially) detect structural changes in generalized linear models and develop asymptotic theories for them. The first method is based on cumulative sums (CUSUM) of weighted residuals, in which the unknown in-control parameters have been replaced by its maximum likelihood (ML) estimate from the training sample, whereas the second scheme makes use of moving sums (MOSUM) of weighted residuals. We characterize the limit distribution of the test statistic and show that these tests are consistent. Moreover, we also obtain and tabulate the asymptotic critical values of the tests. Finally, we study the speed of detection under different conditions. The methods are illustrated and compared in several simulations.
论文类型：期刊论文
卷号：38
期号：11
页面范围：1927-1947
ISSN号：0361-0926
是否译文：否
收录刊物：SCI
第一作者：Zhiming Xia